statsmodels.regression.linear_model.OLS.hessian¶
-
OLS.
hessian
(params, scale=None)[source]¶ Evaluate the Hessian function at a given point.
- Parameters
- paramsarray_like
The parameter vector at which the Hessian is computed.
- scale
float
orNone
If None, return the profile (concentrated) log likelihood (profiled over the scale parameter), else return the log-likelihood using the given scale value.
- Returns
ndarray
The Hessian matrix.